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Quantitative_Finance

Predicting Stocks, RL Portolio Managament, and Automated Trading

To-Do: First

โœ“ Make code which can investigate the parameter space of window size, batch size and etc. โœ“ Preprocess Stock data better - Investigate fractionally differentiate sequentially price data

  • Make script which can change how data is preprocessed prior to learning, and then reconverting back to normal price values
  • Make code to download min-by-min stock data from yfinance and add to exisiting .csv file
  • Run code off of .csv's rather than yfinance
  • Make code that can analyze multiple stocks as an input to predict a single stock
  • Make code which incorporates statistical information in analysis of stocks

To-Do: Second

  • Write RL Portfolio Management Network
  • Run All Code on Google Cloud

To-Do: Horizon Goals

  • Automate Trading Decisions, maybe Threshold Amount Necessitates Human Intervention?
  • Automate Broad Analysis, with Daily (Hourly?) Report of Stocks to Watch
  • Incorporate Data from Other Sources, Look into More Advanced Deep Learning Models
  • Build in-House Compute to Run Code On

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